Microsoft Connect(); is a developer event from Nov 16-18, where plenty of announcements are made.  Here is a summary of the data platform related announcements:

• Azure Data Lake Analytics is generally available in two datacenters in US (EMEA coming in Feb).  Azure Data Lake Analytics is a cloud analytics service that allows you to develop and run massively parallel data transformations and processing programs in U-SQL, R, Python and .Net over petabytes of data with just a few lines of code.  See Azure Data Lake Analytics now generally available
• Azure Data Lake Store is generally available in two datacenters in US (EMEA coming in Feb).  Azure Data Lake Store is a cloud analytics data lake for enterprises that is secure, massively scalable and built to the open HDFS standard.  See Azure Data Lake Store now generally available
• R Server for HDInsight is generally available.  Running Microsoft R Server as a service on top of Apache Spark, R Server for HDInsight achieves unprecedented scale and performance by combining the familiarity of the open source R language with the power of Spark.  See R Server for HDInsight now generally available
• Kafka for HDInsight is in public preview.  This service lets you ingest massive amounts of real-time data and analyze that data with integrations to Storm or Spark for HDinsight.  Doing so enables you to build real-time solutions like IoT, fraud detection, click-stream analysis, financial alerts, and social analytics.   See Use Apache Kafka with Apache Storm on HDInsight and Kafka for Azure HDInsight now public preview
• SQL Server vNext is in public preview with support for Windows, Linux and Docker.  SQL Server v.Next is the next major release of SQL Server after SQL Server 2016.  See Announcing SQL Server on Linux public preview, first preview of next release of SQL Server and What’s New in SQL Server vNext (check out Integration Services (SSIS) Scale Out!).  Azure images are already available
• SQL Server 2016 Service Pack 1 is generally available.  See SQL Server 2016 Service Pack 1 generally available and SQL Server 2016 Service Pack 1 release information and SQL Server 2016 Service Pack 1 (SP1) released !!!.  Download here.  Big news: with this service pack, many features that were only available in the Enterprise Edition (such as Always Encrypted, In-memory OLTP, In-memory ColumnStore, Operational Analytics, fine-grained auditing, PolyBase, change data capture, database snapshot, data compression, table and index partitioning, multiple filestream containers) are now available in the Standard/Express/Web Edition – see SQL Server 2016 SP1 editions.  This allows for a common programming surface across SQL Server editions, which means you can run the same code entirely on both platforms without complex conditional logic: if you need Enterprise scale you use Enterprise, and if who don’t need that you can use Standard and your code runs just fine.  Azure images are already available.  See A Big Deal : SQL Server 2016 Service Pack 1
• Visual Studio 2017 release candidate.  This release has many productivity features and performance updates as well as improvements to the mobile- and cloud-development experiences.  See Visual Studio 2017 Release Candidate.  Download here
• DocumentDB local instance emulator is in public preview.  This allows you to develop and test your application locally without an internet connection, without creating an Azure subscription, and without incurring any costs.  See Free local development using the DocumentDB Emulator plus .NET Core support and download at Use the Azure DocumentDB Emulator for development and testing
• Operational Analytics for Azure SQL Database is generally available.  This gives you the ability to run both analytics (OLAP) and OLTP workloads on the same database tables.  I talked about this feature in SQL Server 2016 (see SQL Server 2016 real-time operational analytics).  See the announcement at Microsoft Azure SQL Database provides unparalleled performance with In-Memory technologies

More info:

The Intelligent Data Lake

Announcing the Next Generation of Databases and Data Lakes from Microsoft

Azure Data Lake Microsoft Virtual Academy